Can't change a page status from published to unpublished

I go to edit - change the status from the pull-down box and click save. The page status always reverts to published.

I created a page to hold the HTML from my text widgets. I wanted to keep it as an unpublished draft. When I created it, I clicked [save] and not [publish]. I also clicked the [keep this page private] checkbox. But it's listed under manage -> pages as published. How can I make it unpublished?

I just tested out one of my 'Pages' via the Manage>Page section and this feature works out fine. The 'Publish' button appears to the right of the 'Save' button after selecting the 'Publish Status' as 'Unpublished' (and it disappears after selecting 'Published' and pressing the 'Save' button).